Goldman Sachs: VIX / S&P Correlation Off, New Volatility Range AheadMark Melin
If volatility is an eye to the markets soul, 2016 has seen odd correlations between the VIX and the underlying price action of the S&P 500. Certain analysts look at VIX / SPX relationship, and overlay it with other indicators, to determine the force of market trends. Such oddity has made such analysis challanging. Goldman Sachs options researcher Krag Gregory, in a January 25 research report, confirms this, noting the “VIX has undershot S . . .
This content is exclusively for paying members.
If you are subscribed and having an account error please clear cache and cookies if that does not work email [email protected] or click Chat.